"Distributionally robust optimization with multiple time scales: valuation ..."

Wim van Ackooij et al. (2020)

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DOI: 10.1007/S10287-019-00358-0

access: open

type: Journal Article

metadata version: 2021-10-14

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  - journals/cms/AckooijEGP20
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  - https://dblp.org/rec/journals/cms/AckooijEGP20
Wim van Ackooij, Debora Daniela Escobar, Martin Glanzer, Georg Ch. Pflug:
Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Comput. Manag. Sci. 17(3): 357-385 (2020)

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